Advances Statistic Inference Process Driven Fraction Process
World Scientific Publishing Company
Hardback or Cased Book 00560 pages Aug 08, 2025
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Advances Statistic Inference Process Driven Fraction Process
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One of the important problems in studying stochastic phenomena is to develop stochastic models and understand their implications behind the phenomenon. Long range dependence is an important stochastic phenomena and it needs study of special type of stochastic processes for modelling. My earlier book on Statistical Inference for Fractional Diffusion Processes (2010) dealt with several aspects for modelling by fractional Brownian motion. This book will contain my work on parametric and nonparametric inference for processes driven by fractional processes such as fractional Brownian motion, mixed fractional Brownian motion, sub-fractional Brownian motion, alpha-stable noise, fractional Levy process and Gaussian processes.
- Author:
- B. L. S. Prakasa Rao
- Publisher:
- World Scientific Publishing Company
- Publication Date:
- Aug 08, 2025
- Number of pages:
- 00560 pages
- Binding:
- Hardback or Cased Book
- ISBN-10:
- 9819810787
- ISBN-13:
- 9789819810789